BNP Paribas Call 70 ZM 16.01.2026/  DE000PC1H1Y8  /

Frankfurt Zert./BNP
2024-05-03  9:50:31 PM Chg.-0.060 Bid9:53:29 PM Ask9:53:29 PM Underlying Strike price Expiration date Option type
1.130EUR -5.04% 1.140
Bid Size: 3,000
1.160
Ask Size: 3,000
Zoom Video Communica... 70.00 USD 2026-01-16 Call
 

Master data

WKN: PC1H1Y
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Zoom Video Communications Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.29
Parity: -0.76
Time value: 1.16
Break-even: 76.65
Moneyness: 0.88
Premium: 0.33
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.57
Theta: -0.01
Omega: 2.83
Rho: 0.36
 

Quote data

Open: 1.220
High: 1.230
Low: 1.120
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.32%
3 Months
  -20.98%
YTD
  -42.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.220 1.120
1M High / 1M Low: 1.270 1.040
6M High / 6M Low: - -
High (YTD): 2024-01-15 1.810
Low (YTD): 2024-04-17 1.040
52W High: - -
52W Low: - -
Avg. price 1W:   1.165
Avg. volume 1W:   0.000
Avg. price 1M:   1.150
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -